Promotion is certainly the priority for Birmingham City this season but for a club that has picked up just one piece of silverware in over 130 years a good cup run would be a welcome tonic.However, if that is to happen then it will have to be the FA Cup after Blues slumped put of the Carling Cup at Southampton following a disappointing display.Ten days ago Birmingham came from behind to beat the Saints in the Championship but there was no repeat last night and manager Alex McLeish locked his players in the dressing room for 20 minutes after the final whistle to dispense a few words of wisdom.I was surprised by that performance because on paper it was very powerful side, he said.We never got started. It was a lacklustre and inept performance by the players.The better team won, credit to Southampton, but we never played well at all and now we have to bounce back at Norwich on Saturday. I will be looking for a response.Blues made five changes to the side that beat Barnsley on Saturday. Dutchman Kemy Agustien came into the centre of midfield instead of Sebastian Larsson, while Gary McSheffrey was utilised on the right instead of James McFadden, Stephen Kelly replaced Martin Taylor at centre back and Marcus Bent was picked ahead of Kevin Phillips to partner Garry OConnor in attack. Colin Doyle was also given an opportunity in goal.Despite the changes it was a similar story to the Championship encounter at St Marys just over a week ago. On that occasion manager Alex McLeish gave his side a half-time tongue lashing after a poor performance and if that showing boiled his blood then this would have had him approaching meltdown. Blues were that bad in the first half and were fortunate to only trail by one goal at the break.Everything they did seemed to go wrong and McSheffrey in particular had a torrid time. The Birmingham wingers confidence appears to be at rock bottom but to his credit he has never shirked his responsibilities or hid from the action. McSheffrey is a man who just needs a stroke of luck to get him firing again.New Blues darling Quincy was almost as bad on the other flank and Agustien didnt exactly set the world alight on his debut.In contrast, Southampton were lively and energetic. Birmingham could not match their passing and work rate, and they deservedly took the lead in the 17th minute when former Derby County winger Lee Holmes, who was on loan at Walsall last season, beat Doyle with a low shot from the edge of the area.Only they will know how they did not double their lead in the 36th minute. Blues failed to clear Holmes corner and Adam Lallana hammered the ball against the underside of the bar. The ball rebounded straight back to him and he unleashed another pile-driver which this time cannoned off the far post and away to safety.Not surprisingly, McLeish made a double substitution, bringing on Phillips for OConnor and 16-year-old Jordon Mutch replaced the luckless McSheffrey. Mutch, who became the third youngest player to play for the Blues behind Trevor Francis and Paul Tait, gave his confidence a boost with some assured touches early on and the fact he has now had 45 minutes of first team action will be the one positive McLeish can take from this game. He also picked up a booking for a rash challenge on Paul Wotton; youthful exuberance and a sign that he isnt afraid of getting involved in the physical stuffHis debut was slightly more convincing than Agustien, who missed a great chance to score the equaliser in the 54th minute when Bialkowski came of his area and sliced his clearance straight to the on-loan midfielder but with an empty net beckoning, he spooned his shot well wide.Quincy did better in the 74th minute when he latched onto a Bent flick on and forced a great diving save from the Saints keeper but the sad fact was it was Blues first effort on target. Mutch volleyed over from a Parnaby free kick with ten minutes remaining as Blues inched closer but the Saints put the tie beyond Blue sin the 86th minute when Lallana beat Liam Ridgewell far too easily and fired low beneath Doyle.Scorers: Holmes (17), Lallana (86).SOUTHAMPTON: Bialkowski; James; Thomas; Cork; Surman; Schneiderlin (John, 57); Gillett (Mills, 60); Wotton; Lallana; Holmes; McGoldrick. Subs: Forecast; Dyer; Lancashire; White; Wright-Phillips.BIRMINGHAM CITY (4-4-2): Doyle; Parnaby; Kelly; Ridgewell; Murphy; Owusie-Abeyie; Carsley; Agustien; McSheffrey (Mutch, 45); Bent; OConnor (Phillips, 45). Subs: Maik Taylor; Martin Taylor; Jaidi; Queudrue; Aydilek.Referee: Grant Hegley (Hertfordshire).Bookings: Blues Mutch, Ridgewell (both fouls). Attendance: 11,331.Blues man of the match: Stuart Parnaby another consistent performance at right back.